Access Statistics for Owain ap Gwilym

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In search of concepts: The effects of speculative demand on returns and volume 0 5 7 41 0 2 9 95
Size clustering in the FTSE-100 index futures market 0 0 0 0 0 1 4 8
Sovereign Ratings and Migrations: Emerging Markets 1 3 3 22 1 4 7 72
The Extent and Causes of Sovereign Split Ratings 1 3 5 19 1 3 7 72
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 0 2 13 132 2 4 37 269
The characteristics and evolution of credit default swap trading 0 0 0 0 1 1 6 14
The determinants of CDS Bid-Ask Spreads 0 0 0 0 0 1 2 8
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 2 4 7 10
Total Working Papers 2 13 28 214 7 20 79 548


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A random effects ordered probit model for rating migrations 1 2 7 85 1 3 14 194
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 4 1 2 5 32
An analysis of bid-ask spreads on American-and European-style index options 0 1 2 32 0 2 5 159
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 0 55 0 0 6 222
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 1 1 1 0 1 8 17
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 0 102 1 1 4 306
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 1 1 2 4 2 3 6 170
Does sovereign creditworthiness affect bank valuations in emerging markets? 0 1 3 8 2 4 14 44
Foreign exchange market reactions to sovereign credit news 1 3 12 86 4 13 36 281
Forward/forward volatilities and the term structure of implied volatility 1 1 2 185 1 2 10 368
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 0 1 1 1 1 3 8
Heterogeneity of sovereign rating migrations in emerging countries 0 1 4 54 0 2 15 195
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 3 0 0 2 76
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 0 0 4 10
Leads and lags in sovereign credit ratings 2 4 14 209 3 9 36 457
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 0 3 1 2 3 12
Market structure and microstructure, in international interest rate futures markets 0 0 0 45 2 2 6 144
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 1 1 44 0 1 4 127
Open interest, cross listing, and information shocks 0 0 0 0 0 0 1 10
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 1 7 65
Price clustering and bid-ask spreads in international bond futures 0 0 1 43 0 1 4 143
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 3 160
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 33 0 0 3 108
Rating agencies' credit signals: An analysis of sovereign watch and outlook 1 1 5 52 3 4 23 172
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 0 0 14 205 4 11 47 550
Return reversals and the compass rose: insights from high frequency options data 0 0 0 12 0 0 3 72
Size clustering in the FTSE100 index futures market 0 0 0 0 0 0 1 5
Sovereign rating actions and the implied volatility of stock index options 0 0 1 11 1 3 9 40
Speculate against speculative demand 0 0 0 7 0 0 6 39
Split sovereign ratings and rating migrations in emerging economies 0 0 2 44 1 2 9 168
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 0 0 14 0 0 7 89
Tests of Non-linearity Using LIFFE Futures Transactions Price Data 0 0 0 20 0 0 0 55
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 1 29 0 1 5 84
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 1 2 2 0 2 7 7
The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads 0 2 3 32 0 2 5 108
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 0 0 1 4 5
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 1 104 0 0 4 257
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 0 0 0 1 7
The credit signals that matter most for sovereign bond spreads with split rating 1 1 5 22 3 4 13 58
The determinants of trading volume for cross-listed Euribor futures contracts 0 0 1 79 0 0 9 298
The impact of sovereign rating actions on bank ratings in emerging markets 3 4 12 119 4 8 35 427
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 1 95 0 0 8 286
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 0 0 11 224 3 4 45 1,064
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 1 1 3 60 2 2 11 161
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 0 1 11 53 1 5 43 175
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 2 6 0 0 6 45
Volatility forecasting in the framework of the option expiry cycle 0 0 5 136 0 0 11 423
Total Journal Articles 12 27 130 2,352 41 99 511 7,903


Statistics updated 2017-08-03